Soc. Generale Call 270 CAT 20.12.2024
/ DE000SH8BDJ6
Soc. Generale Call 270 CAT 20.12..../ DE000SH8BDJ6 /
| 05/06/2024 10:53:13 |
Chg.-0.07 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.35EUR |
-1.09% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
270.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SH8BDJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/04/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.04 |
| Intrinsic value: |
5.29 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
5.29 |
| Time value: |
1.13 |
| Break-even: |
312.32 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
3.97 |
| Rho: |
1.03 |
Quote data
| Open: |
6.33 |
| High: |
6.35 |
| Low: |
6.33 |
| Previous Close: |
6.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.19% |
| 1 Month |
|
|
-14.31% |
| 3 Months |
|
|
-12.77% |
| YTD |
|
|
+30.66% |
| 1 Year |
|
|
+225.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.34 |
6.35 |
| 1M High / 1M Low: |
9.25 |
6.35 |
| 6M High / 6M Low: |
10.77 |
2.53 |
| High (YTD): |
08/04/2024 |
10.77 |
| Low (YTD): |
18/01/2024 |
3.58 |
| 52W High: |
08/04/2024 |
10.77 |
| 52W Low: |
31/10/2023 |
1.67 |
| Avg. price 1W: |
|
6.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.27% |
| Volatility 6M: |
|
102.33% |
| Volatility 1Y: |
|
110.98% |
| Volatility 3Y: |
|
- |
